+18.9%
COMP vs Z
-58.8%
+77.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +2.1% |
| 7D | +1.4% | -3.0% | +4.4% | +3.6% |
| 30D | -13.3% | -4.2% | -9.1% | -11.0% |
| 3M | +41.1% | -3.7% | +44.8% | +43.6% |
| 6M | +17.2% | -24.5% | +41.7% | +43.7% |
| YTD | +5.2% | -49.3% | +54.5% | +68.1% |
| 1Y | +18.9% | -58.7% | +77.6% | +124.7% |
| All | +18.9% | -58.8% | +77.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling